On the solution of convex bilevel optimization problems


An algorithm is presented for solving bilevel optimization problems with fully convex lower level problems. Convergence to a local optimal solution is shown under certain weak assumptions. This algorithm uses the optimal value transformation of the problem. Transformation of the bilevel optimization problem using the FritzJohn necessary optimality… (More)
DOI: 10.1007/s10589-015-9795-8


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